CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3755 |
1.3757 |
0.0002 |
0.0% |
1.3873 |
| High |
1.3773 |
1.3770 |
-0.0003 |
0.0% |
1.3993 |
| Low |
1.3745 |
1.3687 |
-0.0058 |
-0.4% |
1.3743 |
| Close |
1.3754 |
1.3697 |
-0.0057 |
-0.4% |
1.3745 |
| Range |
0.0028 |
0.0083 |
0.0055 |
196.4% |
0.0250 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
101,439 |
214,470 |
113,031 |
111.4% |
967,537 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3967 |
1.3915 |
1.3743 |
|
| R3 |
1.3884 |
1.3832 |
1.3720 |
|
| R2 |
1.3801 |
1.3801 |
1.3712 |
|
| R1 |
1.3749 |
1.3749 |
1.3705 |
1.3734 |
| PP |
1.3718 |
1.3718 |
1.3718 |
1.3710 |
| S1 |
1.3666 |
1.3666 |
1.3689 |
1.3651 |
| S2 |
1.3635 |
1.3635 |
1.3682 |
|
| S3 |
1.3552 |
1.3583 |
1.3674 |
|
| S4 |
1.3469 |
1.3500 |
1.3651 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4411 |
1.3883 |
|
| R3 |
1.4327 |
1.4161 |
1.3814 |
|
| R2 |
1.4077 |
1.4077 |
1.3791 |
|
| R1 |
1.3911 |
1.3911 |
1.3768 |
1.3869 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3806 |
| S1 |
1.3661 |
1.3661 |
1.3722 |
1.3619 |
| S2 |
1.3577 |
1.3577 |
1.3699 |
|
| S3 |
1.3327 |
1.3411 |
1.3676 |
|
| S4 |
1.3077 |
1.3161 |
1.3608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0081 |
0.6% |
3% |
False |
True |
207,158 |
| 10 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0071 |
0.5% |
3% |
False |
True |
176,705 |
| 20 |
1.3993 |
1.3687 |
0.0306 |
2.2% |
0.0061 |
0.4% |
3% |
False |
True |
150,911 |
| 40 |
1.3993 |
1.3669 |
0.0324 |
2.4% |
0.0068 |
0.5% |
9% |
False |
False |
160,111 |
| 60 |
1.3993 |
1.3644 |
0.0349 |
2.5% |
0.0070 |
0.5% |
15% |
False |
False |
121,547 |
| 80 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
42% |
False |
False |
91,535 |
| 100 |
1.3993 |
1.3482 |
0.0511 |
3.7% |
0.0072 |
0.5% |
42% |
False |
False |
73,283 |
| 120 |
1.3993 |
1.3405 |
0.0588 |
4.3% |
0.0069 |
0.5% |
50% |
False |
False |
61,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.3987 |
|
1.618 |
1.3904 |
|
1.000 |
1.3853 |
|
0.618 |
1.3821 |
|
HIGH |
1.3770 |
|
0.618 |
1.3738 |
|
0.500 |
1.3729 |
|
0.382 |
1.3719 |
|
LOW |
1.3687 |
|
0.618 |
1.3636 |
|
1.000 |
1.3604 |
|
1.618 |
1.3553 |
|
2.618 |
1.3470 |
|
4.250 |
1.3334 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3729 |
1.3765 |
| PP |
1.3718 |
1.3742 |
| S1 |
1.3708 |
1.3720 |
|